+572,080.2%
MNST vs BP
+1,351.0%
+570,729.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | -11.6% | +8.2% | -0.9% |
| 30D | +6.6% | 0.0% | +6.6% | +6.4% |
| 3M | -2.9% | +6.7% | -9.6% | -4.6% |
| 6M | +18.4% | +2.2% | +16.3% | +17.0% |
| YTD | +19.3% | +33.0% | -13.7% | +10.4% |
| 1Y | +37.9% | +30.7% | +7.2% | +28.0% |
| 3Y | +62.9% | +44.2% | +18.7% | +45.7% |
| 5Y | +99.6% | +105.1% | -5.6% | +59.9% |
| 10Y | +305.7% | +133.5% | +172.2% | +197.2% |
| All | +572,080.2% | +1,351.0% | +570,729.2% | +535,188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling